Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47860.22 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: -0.369 %¶

This Week¶

Return: 0.681 %¶

Total¶

Return: 56.672 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.080000 2880.500000 244.500000 9.280000 2636.000010
Beijer Electronics Group 26 -0.660000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -3.260000 664.340000 87.340000 15.140000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.050000 440.200000 85.200000 24.000000 355.000000
Boozt 12 0.780000 1707.600000 53.600000 3.240000 1653.999996
HMS Networks 2 -0.280000 715.200000 42.200000 6.270000 673.000000
OEM International B 7 1.400000 556.500000 28.500000 5.400000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.590000 549.000000 22.000000 4.170000 527.000000
Essity A 4 0.340000 1168.000000 19.000000 1.650000 1149.000000
MedCap 2 -0.450000 438.000000 17.000000 4.040000 421.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.380000 260.880000 14.880000 6.050000 246.000000
Coor Service Management Hold. 8 -0.580000 546.400000 14.400000 2.710000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
SAAB B 8 1.710000 3388.000000 11.000000 0.330000 3377.000000
Essity B 2 0.000000 582.800000 8.800000 1.530000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
Resurs Holding 22 -1.130000 579.260000 5.260000 0.920000 573.999998
AcadeMedia 12 -0.470000 561.360000 4.360000 0.780000 557.000004
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Midsona B 63 -4.240000 583.380000 0.380000 0.070000 582.999984
Securitas B 6 0.020000 570.240000 0.240000 0.040000 570.000000
Handelsbanken A 5 -1.360000 542.000000 -4.000000 -0.730000 546.000000
CTEK 13 -2.300000 529.100000 -4.900000 -0.920000 533.999999
Swedbank A 3 -0.880000 558.900000 -5.100000 -0.900000 564.000000
Nordea Bank Abp 29 -0.690000 3444.620000 -9.380000 -0.270000 3453.999992
International Petroleum Corp. 5 1.870000 545.000000 -49.570000 -8.340000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.370000 3780.000000 -70.000000 -1.820000 3850.000000
OX2 18 0.060000 1503.900000 -160.100000 -9.620000 1663.999992
Axfood 13 0.440000 3595.800000 -160.200000 -4.270000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.280000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46462.210000 -426.360000 -1.58913% 46888.564618

Updated:¶

'2023-01-17 16:35:46.970565'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶